You may be surprised to read that HTTP request and response headers can be viewed locally, on your own computer, as part of your web browser. You just need a little bit of extra software to capture and display the headers your existing web browser is already sending and receiving. This software - usually called a "browser plug in" - just runs along side your web browser and displays the headers. I've saved you the time of visiting your favorite search engine and found you links to HTTP header browser plugins for several web browsers:
*Technical note: The capitalization on the header names may have been altered a bit - for example, if your web browser sent the header "ACCEPT-CharSET: ISO-8859-1" it would be displayed here as "Accept-Charset: ISO-8859-1" The values in the header fields and the order of the fields (top to bottom) are unmodified. Technical specification for the HTTP protocol is here.